I would like to highlight OA volume on my execution chart (which has Time& Sales streaming on the side.Currently I have TradeBubbles highlighting large volume trades which matches up with the T&S highlights I've formulated alerts for. I was thinking of overlaying another TradeBubbles on the first one to show where the OA volume is occurring. Now that I think of it, this would also be great on MPH - which I currently now use with VolumeScope.
OA Volume stands for Out of Auction. When the price of the trade is outside the range of the bid/ask.
Would it be possible to add this to TradeBubbles? - thanks!
I assume you are referring to adding OA Volume to TradeBubbles. Can you tell me specifically in what capacity you'd like it added to TradeBubbles?
I would like to highlight OA volume on my execution chart (which has Time& Sales streaming on the side.Currently I have TradeBubbles highlighting large volume trades which matches up with the T&S highlights I've formulated alerts for. I was thinking of overlaying another TradeBubbles on the first one to show where the OA volume is occurring. Now that I think of it, this would also be great on MPH - which I currently now use with VolumeScope.
Just a post to bring this idea back to the top. (An option to expose the OA variable to either MPH or tradebubbles - or both!